Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.00% | 78.20 % | 78.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'433 CHF | 199'417 CHF | 99.90% | 99.90% |
19.11.2024 | 1.00% | 78.78 % | 79.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'401 CHF | 199'381 CHF | 99.83% | 99.83% |
18.11.2024 | 0.99% | 80.83 % | 81.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'946 CHF | 203'946 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 80.67 % | 81.47 % | 250'000 | 248'000 | 250'000 | 248'014 | 203'506 CHF | 203'873 CHF | 96.13% | 96.13% |
14.11.2024 | 0.96% | 84.08 % | 84.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'142 CHF | 210'142 CHF | 99.88% | 99.88% |
13.11.2024 | 0.96% | 83.00 % | 83.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'135 CHF | 210'135 CHF | 99.94% | 99.94% |
12.11.2024 | 0.95% | 83.21 % | 84.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'532 CHF | 211'532 CHF | 99.94% | 99.94% |
11.11.2024 | 0.93% | 85.34 % | 86.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'007 CHF | 216'007 CHF | 99.99% | 99.99% |
08.11.2024 | 0.93% | 84.51 % | 85.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'044 CHF | 215'044 CHF | 99.96% | 99.96% |
07.11.2024 | 0.92% | 85.90 % | 86.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'061 CHF | 218'061 CHF | 99.94% | 99.94% |